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financial-risk-analytics

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VaR-threshold-and-confidence-interval

This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.

  • Updated Aug 30, 2022
  • Jupyter Notebook

The project involved developing a credit risk default model using a given data which had to be checked for outliers, missing values, multicollinearity etc. Univariate and Bivariate Analysis had to be conducted and the model had to be built using Logistic Regression on most important variables. Model Performance Measures were undertaken that incl…

  • Updated Oct 22, 2020
  • R

The RAG-based Financial Risk Assessment Tool uses advanced AI models to automate financial risk assessment. By leveraging retrieval-augmented generation (RAG) techniques, the tool provides predictive insights and risk analysis for financial data, enhancing decision-making and workflow efficiency.

  • Updated Aug 11, 2024
  • Jupyter Notebook

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